Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101705.3438 | 58606.0528 | 43099.291 | 118180.4849 | 89913.1946 | 28267.2902 |
Total P&L (%) | 101.7053 | 58.6061 | 43.0993 | 118.1805 | 89.9132 | 28.2673 |
Avg Daily Profit (%) | 0.7322 | 0.4219 | 0.3103 | 0.5632 | 0.4628 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41600 | -28374 | -30062 | -62885 | -25152 | -68868 |
Profit Factor | 1.5194 | 1.6711 | 1.3973 | 1.4324 | 1.8784 | 1.1653 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 71.7391 | 69.5652 | 73.913 | 71.7391 | 69.5652 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5986 | 0.7311 | 0.4932 | 0.5643 | 0.8218 | 0.4113 |
Largest Winning Trade | 14117 | 14117 | 10542 | 20843 | 20843 | 17762 |
Largest Losing Trade | -27188 | -17115 | -27188 | -62885 | -14772 | -62885 |
Avg Bars in Trades | 94 | 92 | 96 | 94 | 92 | 96 |
Avg Bars in Winners | 66 | 62 | 71 | 66 | 62 | 71 |
Avg Bars in Losers | 164 | 161 | 168 | 164 | 161 | 168 |
Bars Traded | 13042 | 6379 | 6663 | 13042 | 6379 | 6663 |
Profit Streak | 143.6947 | 143.6947 | 144.8822 | 143.6947 | 143.6947 | 144.8822 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531898 | -90428 | -93381 | 460758 | -88918 | -135160 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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